Who says anybody would veto them?
And there are no polls that suggest that Scots wouldn't vote for independence if the U.K. departs the single market!
They voted heavily to remain a part of he EU. There's nothing to suggest they wouldn't vote that way again, given the chance.
https://yougov.co.uk/news/2016/07/30/brexit-fails-boost-support-scottish-independence/
One month after the UK's shock decision to leave the EU, the latest YouGov research in Scotland shows no real shift towards independence. Were another Scottish referendum to be held tomorrow, Scots would vote to remain in the UK by 53% to 47%. The results represent a move to the independence option of just 1% since YouGov last asked the question in early May.
https://www.ft.com/content/33de1fbc-3dfb-11e6-8716-a4a71e8140b0
Spain’s Rajoy opposes EU talks with Scotland
Spanish PM dashes Scottish hopes of retaining membership in bloc
